+152.1%
ECL vs EFV
+167.0%
-14.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.6% | -2.0% | -0.6% | -0.9% |
| 30D | -4.6% | -0.2% | -4.4% | -4.4% |
| 3M | +6.0% | +9.1% | -3.2% | -1.8% |
| 6M | -3.0% | +11.7% | -14.7% | -12.0% |
| YTD | +4.0% | +17.0% | -13.0% | -9.5% |
| 1Y | +2.0% | +26.7% | -24.7% | -17.2% |
| 3Y | +53.9% | +90.2% | -36.2% | -14.3% |
| 5Y | +27.1% | +96.1% | -69.0% | -31.5% |
| All | +152.1% | +167.0% | -14.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling